NYMEX Natural Gas Future November 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 4.268 3.988 -0.280 -6.6% 3.741
High 4.445 4.426 -0.019 -0.4% 4.445
Low 3.976 3.988 0.012 0.3% 3.630
Close 4.011 4.324 0.313 7.8% 4.011
Range 0.469 0.438 -0.031 -6.6% 0.815
ATR 0.231 0.246 0.015 6.4% 0.000
Volume 62,784 65,009 2,225 3.5% 197,802
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 5.560 5.380 4.565
R3 5.122 4.942 4.444
R2 4.684 4.684 4.404
R1 4.504 4.504 4.364 4.594
PP 4.246 4.246 4.246 4.291
S1 4.066 4.066 4.284 4.156
S2 3.808 3.808 4.244
S3 3.370 3.628 4.204
S4 2.932 3.190 4.083
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 6.474 6.057 4.459
R3 5.659 5.242 4.235
R2 4.844 4.844 4.160
R1 4.427 4.427 4.086 4.636
PP 4.029 4.029 4.029 4.133
S1 3.612 3.612 3.936 3.821
S2 3.214 3.214 3.862
S3 2.399 2.797 3.787
S4 1.584 1.982 3.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 3.630 0.815 18.8% 0.377 8.7% 85% False False 52,562
10 4.445 3.491 0.954 22.1% 0.294 6.8% 87% False False 44,147
20 4.516 3.491 1.025 23.7% 0.220 5.1% 81% False False 31,951
40 5.133 3.491 1.642 38.0% 0.209 4.8% 51% False False 22,616
60 5.155 3.491 1.664 38.5% 0.187 4.3% 50% False False 16,489
80 5.515 3.491 2.024 46.8% 0.194 4.5% 41% False False 13,435
100 5.523 3.491 2.032 47.0% 0.190 4.4% 41% False False 11,307
120 5.523 3.491 2.032 47.0% 0.179 4.1% 41% False False 9,630
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.288
2.618 5.573
1.618 5.135
1.000 4.864
0.618 4.697
HIGH 4.426
0.618 4.259
0.500 4.207
0.382 4.155
LOW 3.988
0.618 3.717
1.000 3.550
1.618 3.279
2.618 2.841
4.250 2.127
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 4.285 4.256
PP 4.246 4.187
S1 4.207 4.119

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These figures are updated between 7pm and 10pm EST after a trading day.

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